Testing of unit and fractional roots in the context of deterministic trends with weakly autocorrelated disturbances (Q367487): Difference between revisions
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62F03 / rank | |||
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| Property / Mathematics Subject Classification ID: 62M10 / rank | |||
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| Property / zbMATH DE Number: 6208396 / rank | |||
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deterministic trends | |||
| Property / zbMATH Keywords: deterministic trends / rank | |||
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fractional integration | |||
| Property / zbMATH Keywords: fractional integration / rank | |||
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long memory | |||
| Property / zbMATH Keywords: long memory / rank | |||
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Revision as of 13:00, 28 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing of unit and fractional roots in the context of deterministic trends with weakly autocorrelated disturbances |
scientific article |
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Testing of unit and fractional roots in the context of deterministic trends with weakly autocorrelated disturbances (English)
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16 September 2013
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deterministic trends
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fractional integration
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long memory
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